+113.3%
BSX vs KMB
+39.0%
+74.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.4% |
| 7D | +3.7% | +0.9% | +2.8% | +3.4% |
| 30D | +3.1% | +10.1% | -7.0% | 0.0% |
| 3M | -14.2% | 0.0% | -14.3% | -14.3% |
| 6M | -16.4% | +15.7% | -32.1% | -20.4% |
| YTD | -53.5% | +12.6% | -66.1% | -55.5% |
| 1Y | -57.8% | +10.1% | -67.9% | -59.3% |
| 3Y | -17.4% | +2.1% | -19.6% | -20.4% |
| 5Y | +5.4% | -0.7% | +6.1% | +1.7% |
| All | +113.3% | +39.0% | +74.3% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling